Access Statistics for Zhipeng Liao

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 35 0 4 22 132
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 44 0 1 11 91
Automated Estimation of Vector Error Correction Models 0 0 1 292 0 1 14 268
Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments 0 0 0 72 1 1 6 172
Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version 0 0 0 7 1 2 14 79
Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications 0 1 2 113 0 2 20 205
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities 0 0 0 45 1 1 17 131
Shrinkage estimation of high-dimensional factor models with structural instabilities 1 1 1 29 3 5 20 128
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 39 0 0 14 134
Sieve Semiparametric Two-Step GMM under Weak Dependence 0 0 0 15 1 1 14 73
Sieve inference on semi-nonparametric time series models 0 0 0 13 0 0 16 70
Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version 0 0 0 12 0 2 15 70
Total Working Papers 1 2 4 716 7 20 183 1,553


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION 0 0 2 21 1 2 18 100
AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS 0 0 0 21 0 0 11 107
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 1 13 2 3 22 148
Select the valid and relevant moments: An information-based LASSO for GMM with many moments 0 1 3 60 1 4 32 253
Sieve M inference on irregular parameters 0 0 2 16 0 0 16 130
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 0 36 0 1 11 169
Sieve semiparametric two-step GMM under weak dependence 0 0 2 24 0 0 29 159
Uniform nonparametric inference for spatially dependent panel data: The xtnpsreg command 0 0 0 3 0 0 11 20
Total Journal Articles 0 1 10 194 4 10 150 1,086


Statistics updated 2026-10-11